Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699558.7144 | 678423.7997 | 21134.9147 | 1142165.7882 | 5701153.9439 | -4558988.1557 |
Total P&L (%) | 699.5587 | 678.4238 | 21.1349 | 1142.1658 | 5701.1539 | -4558.9882 |
Avg Daily Profit (%) | 0.2798 | 0.2713 | 0.0085 | 0.1008 | 0.1625 | 0 |
Buy And Hold Return (%) | 892.5285 | 892.5285 | 892.5285 | 892.5285 | 892.5285 | 892.5285 |
Max Trade Drawdown | -145964 | -59621 | -145903 | -4673790 | -1148582 | -6940710 |
Profit Factor | 2.2346 | 3.7672 | 1.0658 | 1.0889 | 2.4108 | 0.4824 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.4475 | 4.126 | 1.1673 | 1.1926 | 2.6404 | 0.5284 |
Largest Winning Trade | 275591 | 275591 | 45961 | 3612789 | 3612789 | 839986 |
Largest Losing Trade | -69834 | -23452 | -69834 | -3824365 | -513491 | -3824365 |
Avg Bars in Trades | 112 | 114 | 109 | 112 | 114 | 109 |
Avg Bars in Winners | 144 | 144 | 144 | 144 | 144 | 144 |
Avg Bars in Losers | 82 | 86 | 78 | 82 | 86 | 78 |
Bars Traded | 9860 | 5026 | 4834 | 9860 | 5026 | 4834 |
Profit Streak | 0 | 167.1335 | 0 | 0 | 167.1335 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153453 | -150097 | -496341 | -260123 | 433583 | -581603 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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